+369.5%
ALAB vs ITUB
+64.7%
+304.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.2% |
| 7D | -6.2% | +2.2% | -8.4% | -7.2% |
| 30D | -8.7% | +12.6% | -21.3% | -13.8% |
| 3M | -20.7% | +6.4% | -27.2% | -23.0% |
| 6M | +133.5% | +0.6% | +132.9% | +131.2% |
| YTD | +75.1% | +18.8% | +56.2% | +64.2% |
| 1Y | +25.0% | +31.0% | -6.0% | +11.7% |
| All | +369.5% | +64.7% | +304.7% | +273.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ITUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling